Fuck gender, do drugs, have sex, rock & roll
I think you might be misinterpreting Slaanesh a bit. They're less of a rebellion against puritanical order, and a bit more of an embrace of pure hedonism, sadism, masochism, sensationalism, and the corruption of excess without moral limits. Questioning and broadening our definition of order within reason for the sake of mutual pleasure and self-expression (Sex, drugs, and rock & roll), isn't the same thing as embracing depravity. That's almost like trying to compare Grandfather Nurgle to Mother Nature.
I also interpreted the OP as more implying which chaos god owns them, not which one they are. That's one of the inherent risks of fascism itself, that the austerity and repression demanded eventually fractures and you are consumed by the vice you once feared. Even within the setting, you see cracks of the various warp gods leaking out of all the high lords.